The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers
    
    
  
  
  
      
      
      
        
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 5 (2015), pp. 37-41
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			An AR(1) model is considered in the scheme of data contamination by independent additive outliers. It is proved that the sign estimation of the parameter of the model is uniformly consistent with respect to the distribution of outliers.
			
            
            
            
          
        
      @article{VMUMM_2015_5_a6,
     author = {G. N. Chmutin},
     title = {The uniform consistency of sign estimate for the parameter of an {AR(1)-model} for observations with outliers},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {37--41},
     publisher = {mathdoc},
     number = {5},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2015_5_a6/}
}
                      
                      
                    TY - JOUR AU - G. N. Chmutin TI - The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers JO - Vestnik Moskovskogo universiteta. Matematika, mehanika PY - 2015 SP - 37 EP - 41 IS - 5 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VMUMM_2015_5_a6/ LA - ru ID - VMUMM_2015_5_a6 ER -
%0 Journal Article %A G. N. Chmutin %T The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers %J Vestnik Moskovskogo universiteta. Matematika, mehanika %D 2015 %P 37-41 %N 5 %I mathdoc %U http://geodesic.mathdoc.fr/item/VMUMM_2015_5_a6/ %G ru %F VMUMM_2015_5_a6
G. N. Chmutin. The uniform consistency of sign estimate for the parameter of an AR(1)-model for observations with outliers. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 5 (2015), pp. 37-41. http://geodesic.mathdoc.fr/item/VMUMM_2015_5_a6/
